Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-20 0.275936 0.299696 0.325315 0.355122 0.389013 0.426544 0.471523
2025-04-27 0.247359 0.278235 0.313285 0.356414 0.408609 0.470465 0.550443
2025-05-04 0.226589 0.261756 0.303294 0.356737 0.424815 0.510293 0.628529
2025-05-11 0.211423 0.249734 0.296533 0.359112 0.442554 0.553032 0.716023
2025-05-18 0.193818 0.232820 0.281697 0.349049 0.442177 0.570951 0.771587
2025-05-25 0.178149 0.216939 0.266580 0.336713 0.436721 0.580312 0.815198
2025-06-01 0.169435 0.209275 0.261391 0.337002 0.448473 0.615324 0.903828
2025-06-08 0.165290 0.207210 0.263332 0.347103 0.475184 0.676043 1.046402
2025-06-15 0.159219 0.202037 0.260462 0.349770 0.490612 0.720643 1.170106
2025-06-22 0.152358 0.195290 0.254810 0.347641 0.497991 0.752473 1.276515
2025-06-29 0.146239 0.189188 0.249615 0.345644 0.505146 0.784572 1.390783
2025-07-06 0.138506 0.180370 0.239891 0.335774 0.497996 0.789551 1.447730
2025-07-13 0.134192 0.176413 0.237357 0.337486 0.511551 0.836613 1.616779
2025-07-20 0.129934 0.172293 0.234292 0.338032 0.523032 0.881447 1.795545
2025-07-27 0.125856 0.168217 0.231021 0.337920 0.533222 0.925290 1.987870
2025-08-03 0.122565 0.165139 0.229088 0.339857 0.547379 0.979969 2.233207
2025-08-10 0.116968 0.158321 0.220900 0.330397 0.538561 0.982275 2.321097
2025-08-17 0.111299 0.151176 0.211869 0.318896 0.524691 0.971105 2.362693
2025-08-24 0.108492 0.148309 0.209550 0.319104 0.534262 1.016658 2.618302
2025-08-31 0.107723 0.148538 0.212217 0.328400 0.563394 1.115594 3.128934
2025-09-07 0.105634 0.146601 0.211203 0.330838 0.578336 1.181729 3.557584
2025-09-14 0.102833 0.143422 0.207957 0.328857 0.583438 1.222619 3.905262
2025-09-21 0.100214 0.140434 0.204891 0.327003 0.588623 1.264925 4.295919